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Assessing the potential for asset diversification : an analysis of Brazilian stock indexes, Bitcoin, gold, crude oil and exchange rates
Ahmad Monir Abdullah; Hamdy Abdullah; Norazlan Alias; … - In: The journal of investment strategies 12 (2023) 3, pp. 53-83
Persistent link: https://www.econbiz.de/10014484661
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The volatility model of the ASEAN stock indexes
Singagerda, Faurani Santi; Septarina, Linda; Sanusi, Anuar - In: Investment management and financial innovations 16 (2019) 1, pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
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Influence of non-monetary information signals of the USA on the Ukrainian stock market volatility
Pavlov, Roman; Pavlova, Tetiana; Lemberg, Anna; … - In: Investment management and financial innovations 16 (2019) 1, pp. 319-333
Persistent link: https://www.econbiz.de/10012056175
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Intraday index volatility : evidence from currency adjusted stock indices
Jalbert, Terrance - In: The journal of applied business research 31 (2015) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10010502685
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Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes
Tuysuz, Sukriye - In: International journal of financial engineering 7 (2020) 2, pp. 1-43
Persistent link: https://www.econbiz.de/10012602943
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Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44
Persistent link: https://www.econbiz.de/10010190858
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Drawdown risk in mutual funds performance
Kumaran, Sunitha - In: Journal of finance and investment analysis 2 (2013) 2, pp. 89-106
. Accordingly, investors often want to minimize downside volatility as a part of their portfolio planning. Investors already have … several tools to measure downside volatility, including the lower partial moment and the maximum drawdown. The performance … Index is a volatility measure that only captures continuous downside movements in share price, and ignores upside volatility …
Persistent link: https://www.econbiz.de/10009746020
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When the US stock market becomes extreme?
Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225
Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis....
Persistent link: https://www.econbiz.de/10010399734
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Macroeconomic variables, volatility and stock market returns : a case of Nairobi securities exchange, Kenya
Kirui, Evans; Wawire, Nelson H. Were; Onono, Perez O. - In: International journal of economics and finance 6 (2014) 8, pp. 214-228
Persistent link: https://www.econbiz.de/10010399764
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Markov regime-switching autoregressive model of stock market returns in Nigeria
Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83
studyanalyzes the stock market volatility in three distinct regimes (accumulation or distri-bution - regime 1; big-move - regime 2 …
Persistent link: https://www.econbiz.de/10012513279